18 citations · 19 across the 12 of their papers we have counts for
4 papers · 1 filter
A second-order numerical scheme for optimal control of non-linear Fokker-Planck equations and applications in social dynamics
Giacomo Albi, Elisa Calzola
In this work, we present a second-order numerical scheme to address the solution of optimal control problems constrained by the evolution of nonlinear Fokker-Planck equations arisi…
A high-order scheme for mean field games
Elisa Calzola, Elisabetta Carlini, Francisco J. Silva
In this paper we propose a high-order numerical scheme for time-dependent mean field games systems. The scheme, which is built by combining Lagrange-Galerkin and semi-Lagrangian te…
A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique boundary conditions
Elisa Calzola, Elisabetta Carlini, Xavier Dupuis +1
We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with obli…
Second order fully semi-Lagrangian discretizations of advection-diffusion-reaction systems
Luca Bonaventura, Elisabetta Carlini, Elisa Calzola +1
We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to…